+132.8%
AMAT vs TT
+85.3%
+47.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -9.6% |
| 7D | -24.3% | -9.0% | -15.3% | -17.1% |
| 30D | -39.8% | -17.6% | -22.2% | -28.1% |
| 3M | -40.2% | -18.7% | -21.5% | -27.7% |
| 6M | -22.1% | -17.4% | -4.7% | -5.9% |
| YTD | +24.7% | +1.5% | +23.1% | +27.9% |
| 1Y | +33.3% | -9.4% | +42.7% | +49.8% |
| All | +132.8% | +85.3% | +47.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling